COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 341,735: 109,568 9,316 71,989 142,289 249,436 323,846 330,741: 17,889 10,994
Old : 786: 0 0 0 786 691 786 691: 0 95
Other: 340,949: 109,568 9,316 71,989 141,503 248,745 323,060 330,050: 17,889 10,899
: : :
: : Changes in Commitments from: June 19, 2018 :
: -14,038: -7,644 -746 -2,079 -2,359 -9,224 -12,081 -12,049: -1,957 -1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 2.7 21.1 41.6 73.0 94.8 96.8: 5.2 3.2
Old : 100.0: 0.0 0.0 0.0 100.0 87.9 100.0 87.9: 0.0 12.1
Other: 100.0: 32.1 2.7 21.1 41.5 73.0 94.8 96.8: 5.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 158 44 80 73 84 265 180:
Old : 5: 0 0 0 2 3 2 3:
Other: 305: 158 44 80 73 84 265 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 32.3 26.9 44.5 12.6 24.2 17.8 34.0
Old : 100.0 87.9 100.0 87.9 100.0 87.9 100.0 87.9
Other: 19.1 32.2 26.7 44.5 12.6 24.3 17.8 34.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 16,949: 5,171 1,095 1,516 7,667 13,091 14,354 15,701: 2,595 1,247
Old : 16,156: 5,202 1,095 1,303 7,144 12,695 13,649 15,093: 2,507 1,064
Other: 792: 3 34 179 523 396 705 609: 88 183
: : :
: : Changes in Commitments from: June 19, 2018 :
: -604: -203 99 6 -264 -468 -461 -362: -143 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 6.5 8.9 45.2 77.2 84.7 92.6: 15.3 7.4
Old : 100.0: 32.2 6.8 8.1 44.2 78.6 84.5 93.4: 15.5 6.6
Other: 100.0: 0.3 4.3 22.6 66.0 50.0 88.9 76.9: 11.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 25 10 12 21 12 53 28:
Old : 61: 25 10 12 19 12 51 28:
Other: 20: 2 5 6 9 5 15 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 59.8 44.3 79.0 30.9 56.7 42.9 71.9
Old : 32.1 60.5 45.1 80.1 32.0 58.0 43.7 73.9
Other: 59.4 59.4 80.2 74.8 47.7 42.0 56.7 45.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 310,663: 77,426 35,334 66,904 153,062 200,674 297,392 302,912: 13,271 7,751
Old : 129,428: 57,479 35,409 21,030 42,504 69,072 121,013 125,512: 8,415 3,916
Other: 181,235: 41,509 21,486 24,312 110,558 131,602 176,379 177,400: 4,856 3,835
: : :
: : Changes in Commitments from: June 19, 2018 :
: 9,787: 863 -965 4,073 5,229 6,548 10,166 9,656: -378 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.4 21.5 49.3 64.6 95.7 97.5: 4.3 2.5
Old : 100.0: 44.4 27.4 16.2 32.8 53.4 93.5 97.0: 6.5 3.0
Other: 100.0: 22.9 11.9 13.4 61.0 72.6 97.3 97.9: 2.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 101 52 88 57 48 202 162:
Old : 220: 99 59 41 41 36 158 118:
Other: 165: 53 51 40 48 39 128 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 28.2 29.3 42.4 12.0 18.5 18.5 28.4
Old : 20.1 28.2 31.3 44.3 16.4 26.8 27.1 39.3
Other: 26.1 35.0 41.2 49.4 22.5 23.9 33.3 35.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,074,733: 246,940 217,245 239,919 501,231 557,574 988,089 1,014,738: 86,644 59,995
Old : 1,074,733: 246,940 217,245 239,919 501,231 557,574 988,089 1,014,738: 86,644 59,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 2,907: 10,200 -6,829 3,237 -16,485 10,796 -3,048 7,203: 5,955 -4,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 20.2 22.3 46.6 51.9 91.9 94.4: 8.1 5.6
Old : 100.0: 23.0 20.2 22.3 46.6 51.9 91.9 94.4: 8.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 79 76 92 88 86 217 209:
Old : 262: 79 76 92 88 86 217 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 19.8 21.3 31.0 10.4 15.1 17.3 22.9
Old : 13.0 19.8 21.3 31.0 10.4 15.1 17.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 317,874: 55,935 112,087 85,562 159,374 112,211 300,870 309,860: 17,004 8,014
Old : 182,815: 75,956 94,537 25,183 69,434 57,169 170,573 176,889: 12,242 5,926
Other: 135,058: 18,871 56,442 21,487 89,939 55,042 130,296 132,970: 4,762 2,088
: : :
: : Changes in Commitments from: June 19, 2018 :
: -3,356: 931 2,184 3,242 -5,317 -6,203 -1,143 -776: -2,212 -2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 35.3 26.9 50.1 35.3 94.7 97.5: 5.3 2.5
Old : 100.0: 41.5 51.7 13.8 38.0 31.3 93.3 96.8: 6.7 3.2
Other: 100.0: 14.0 41.8 15.9 66.6 40.8 96.5 98.5: 3.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 213 173 184 153 126 453 412:
Old : 536: 219 152 99 119 102 368 323:
Other: 367: 90 121 81 137 93 278 252:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 13.1 20.8 22.3 7.6 10.5 12.8 18.0
Old : 16.0 16.1 24.2 29.3 14.6 15.7 20.9 27.4
Other: 20.1 19.0 27.9 30.8 16.5 18.4 22.4 27.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 47,755: 38,029 19,707 1,386 1,679 25,067 41,094 46,160: 6,660 1,594
Old : 47,755: 38,029 19,707 1,386 1,679 25,067 41,094 46,160: 6,660 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 590: 580 431 -182 -2 145 397 394: 193 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 41.3 2.9 3.5 52.5 86.1 96.7: 13.9 3.3
Old : 100.0: 79.6 41.3 2.9 3.5 52.5 86.1 96.7: 13.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 94 32 11 5 5 104 43:
Old : 134: 94 32 11 5 5 104 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 69.2 43.3 80.6 29.9 68.9 41.1 80.3
Old : 31.5 69.2 43.3 80.6 29.9 68.9 41.1 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 303,445: 55,524 11,723 3,936 235,655 281,704 295,115 297,363: 8,330 6,082
Old : 303,445: 55,524 11,723 3,936 235,655 281,704 295,115 297,363: 8,330 6,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -12,970: 1,467 1,226 471 -13,335 -14,594 -11,397 -12,897: -1,573 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.9 1.3 77.7 92.8 97.3 98.0: 2.7 2.0
Old : 100.0: 18.3 3.9 1.3 77.7 92.8 97.3 98.0: 2.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 32 13 8 76 59 111 77:
Old : 152: 32 13 8 76 59 111 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 47.2 42.7 67.2 26.1 46.8 39.8 66.5
Old : 29.1 47.2 42.7 67.2 26.1 46.8 39.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 953,182: 229,564 115,261 25,628 666,514 796,924 921,706 937,813: 31,476 15,369
Old : 953,182: 229,564 115,261 25,628 666,514 796,924 921,706 937,813: 31,476 15,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -30,732: -10,616 7,407 3,287 -23,553 -41,165 -30,882 -30,471: 150 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.1 2.7 69.9 83.6 96.7 98.4: 3.3 1.6
Old : 100.0: 24.1 12.1 2.7 69.9 83.6 96.7 98.4: 3.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 121 66 38 161 119 302 203:
Old : 406: 121 66 38 161 119 302 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 37.1 30.1 53.7 15.4 37.1 25.4 52.5
Old : 17.1 37.1 30.1 53.7 15.4 37.1 25.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018